4 resultados para Secondary Relaxations

em Duke University


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A 1:1 mixture of (dppf)PtCl(2) and AgOTf (5 mol%) catalyzed the intermolecular hydroamination of monosubstituted allenes with secondary alkylamines at 80 degrees C to form allylic amines in good yield with selective formation of the E-diastereomer.

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We describe 3 cases of daptomycin-induced pulmonary toxic effects that are consistent with drug-induced acute eosinophilic pneumonia. Patients presented similarly with dyspnea, cough, hypoxia, and diffuse ground-glass opacities at chest computed tomography. Clinical suspicion for this adverse drug event and cessation of daptomycin until definitive diagnosis can be made is crucial.

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We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.